+161.5%
SLV vs MTCH
-72.5%
+234.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.4% |
| 7D | -5.0% | -1.4% | -3.6% | -4.9% |
| 30D | -1.8% | +13.6% | -15.4% | -2.9% |
| 3M | -0.3% | +22.4% | -22.7% | -2.3% |
| 6M | -28.2% | +37.2% | -65.4% | -30.4% |
| YTD | -10.7% | +31.8% | -42.5% | -13.3% |
| 1Y | +53.7% | +12.9% | +40.8% | +51.2% |
| 3Y | +173.7% | -1.1% | +174.8% | +168.9% |
| 5Y | +161.5% | -73.5% | +235.0% | +172.2% |
| All | +161.5% | -72.5% | +234.0% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling